I believe it has to do with W-2 allocations. I had a NJ resident with 6 states including Illinois and I did not get this error and I am efiling Illinois. 

                                                                                 -Now-

I am also filing another client that has 3 states (IL part year, AZ part year, MD non resident). I had this issue last year at resident IL and MD non-resident. I took a credit in IL on MD taxes paid and I could NOT file my Illinois electronically. I was getting same error as you. I paper filed and client was not given this credit on Illinois. I have not resolved as of yet (client is dragging feet as they moved in '18 out of state). I must also file paper in current year. Illinois will most likely deny credit on return for 2018. 

W-2C is the way to go, imo.